Conditional Markov chains -- construction and properties

DOI10.4064/BC105-0-2zbMATH Open1323.60102OpenAlexW2617129584MaRDI QIDQ5265532FDOQ5265532

Authors: Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski 

Publication date: 28 July 2015

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/bc105-0-2

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zbMATH Keywords

change of measureintensitydoubly stochastic Markov chainconditional Markov chains

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Martingales with continuous parameter (60G44) Continuous-time Markov processes on discrete state spaces (60J27)

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• A note on independence copula for conditional Markov chains
• Gaussian conditionally Markov sequences: modeling and characterization
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• A class of \(\mathbb F\)-doubly stochastic Markov chains

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